Package: cforecast
Type: Package
Title: Conditional Forecasting and Scenario Analysis Using VAR Models
Version: 0.1.1
Authors@R: 
    person(given = "Tim",
           family = "Ginker",
           role = c("aut", "cre"),
           email = "tim.ginker@gmail.com",
           comment = c(ORCID = "0000-0002-7138-5417"))
Maintainer: Tim Ginker <tim.ginker@gmail.com>
Description: Provides tools for interpretable conditional forecasting
        and scenario analysis in reduced-form vector autoregressive
        (VAR) models. Implements a Kalman smoothing framework to
        generate forecasts under path restrictions on selected
        variables. The package enables decomposition of conditional
        forecasts into variable-specific contributions, and extraction
        of observation weights. It also computes measures of overall
        and marginal variable importance to enhance the economic
        interpretation of forecast revisions. The framework is
        structurally agnostic and suited for policy analysis, stress
        testing, and macro-financial applications. The methodology is
        described in more detail in Caspi and Ginker (2026)
        <doi:10.13140/RG.2.2.25225.51040>.
Depends: R (>= 3.5.0)
Imports: BVAR, dplyr, FKF, KFAS, miscTools, tibble, vars, utils,
        methods, wex
License: GPL (>= 3)
Encoding: UTF-8
LazyData: true
RoxygenNote: 7.3.3
URL: https://github.com/timginker/cforecast
BugReports: https://github.com/timginker/cforecast/issues
Repository: https://timginker.r-universe.dev
Date/Publication: 2026-06-08 15:04:08 UTC
RemoteUrl: https://github.com/timginker/cforecast
RemoteRef: HEAD
RemoteSha: cf6bfac3d443994f7c3d90d13979850605e17bdc
NeedsCompilation: no
Packaged: 2026-06-08 15:09:28 UTC; root
Author: Tim Ginker [aut, cre] (ORCID: <https://orcid.org/0000-0002-7138-5417>)